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The current stock price of Noole Inc is $68, and the stock does not pay dividends. The instantaneous risk-free rate of return is 6%. The
The current stock price of Noole Inc is $68, and the stock does not pay dividends. The instantaneous risk-free rate of return is 6%. The instantaneous standard deviation of Noole Inc's stock is 30%. You want to purchase a put option on this stock with an exercise price of $59 and an expiration date 63 days from now. Using Black-Scholes, the put option should be worth today. O 0.35 O 0.42 O 9.67 O 10.03
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